+57.5%
VT vs DVA
+64.3%
-6.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +2.4% | -8.8% | +11.1% | +3.2% |
| 30D | -1.5% | -3.4% | +1.9% | -1.3% |
| 3M | -4.1% | -2.6% | -1.5% | -4.1% |
| 6M | +0.6% | -11.9% | +12.4% | +1.2% |
| YTD | +11.0% | +53.6% | -42.6% | +4.2% |
| 1Y | +13.3% | +41.9% | -28.5% | +7.5% |
| 3Y | +73.4% | +97.5% | -24.1% | +55.9% |
| All | +57.5% | +64.3% | -6.8% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling